OK, I've no experience with that device, but asked in the hope that someone who does might be able to tell you what is normal for it.
But I guess the other question I should have asked is whether this is the first time you had looked for that directory on this device - I'd sort of read it as "this phone seems different", but you may be saying "it was there before I flashed this TWRP", in which case it's a different question. Then the question is whether it's really not there, or whether TWRP isn't showing it.
If it had been there previously on this device, the first question is whether you had flashed anything else recently (e.g. a new ROM)? I can't see why flashing TWRP alone should change /data/media (in fact if you flashed it using fastboot it would flash to the /recovery partition rather than /data, so as long as the TWRP was built for the correct phone it should not affect /data at all - and if it was the wrong TWRP I'd expect more dramatic problems than /data/media not being visible!).
One possible cross-check: can you see the directory using ADB (something like "adb shell ls /data/media" should do it), or using a terminal emulator or root-capable file browser from inside Android? Basically asking whether you can see the directory via some other method, in which case TWRP is the problem - if not that would suggest that the directory is really gone. I am assuming that you have root access here (an assumption because it's possible to install TWRP but not root, though not many people do).
